PCA Index Dashboard Examples

This script was last run at 2024-03-18 20:43:35.015725+00:00 (UTC)
In US/Central Time, this is 2024-03-18 15:43:35.015725-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897483	-0.475791	0.085640	-0.007683	0.545694	0.254784
1997-01-03	-0.885775	-0.475791	-0.156142	0.007835	0.745255	0.205630
1997-01-06	-0.881872	-0.475791	-0.064722	-0.015443	0.778130	0.269567
1997-01-07	-0.881872	-0.454963	-0.129679	-0.046479	0.837750	0.383171
1997-01-08	-0.893580	-0.454963	-0.022621	-0.085274	0.785790	0.496383
...	...	...	...	...	...	...
2024-03-11	-0.819426	-1.496360	-0.626475	1.870005	0.924522	-0.175707
2024-03-12	-0.842843	-1.506774	-0.792474	1.815691	1.034549	0.037160
2024-03-13	-0.862357	-1.506774	-0.803300	1.761378	1.065021	0.154098
2024-03-14	-0.862357	-1.475532	-0.725112	1.761378	0.887964	0.499759
2024-03-15	-0.858455	-1.496360	-0.723909	1.691547	0.831982	0.579039

7188 rows × 6 columns

pc1

DATE
1997-01-02   -0.578787
1997-01-03   -0.684977
1997-01-06   -0.667866
1997-01-07   -0.704252
1997-01-08   -0.673905
                ...   
2024-03-11   -1.486097
2024-03-12   -1.589887
2024-03-13   -1.611901
2024-03-14   -1.594683
2024-03-15   -1.582842
Name: PC1, Length: 7188, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()